Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 313562.0309 | 350481.5242 | -36919.4934 | -69284.096 | 85816.267 | -155100.3631 |
Total P&L (%) | 313.562 | 350.4815 | -36.9195 | -69.2841 | 85.8163 | -155.1004 |
Avg Daily Profit (%) | 0.1831 | 0.2047 | -0.0216 | -0.0689 | 0.0362 | 0 |
Buy And Hold Return (%) | 142.2169 | 142.2169 | 142.2169 | 142.2169 | 142.2169 | 142.2169 |
Max Trade Drawdown | -156334 | -59986 | -105452 | -123340 | -26063 | -154717 |
Profit Factor | 1.5178 | 2.3359 | 0.8924 | 0.806 | 1.8155 | 0.3844 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 53.6842 | 51.0638 | 56.25 | 53.6842 | 51.0638 | 56.25 |
Ratio Avg Win / Avg Loss | 1.3095 | 2.2386 | 0.6941 | 0.6954 | 1.7398 | 0.299 |
Largest Winning Trade | 265671 | 265671 | 51829 | 41069 | 41069 | 24620 |
Largest Losing Trade | -83988 | -37503 | -83988 | -110192 | -26063 | -110192 |
Avg Bars in Trades | 51 | 61 | 42 | 51 | 61 | 42 |
Avg Bars in Winners | 56 | 63 | 50 | 56 | 63 | 50 |
Avg Bars in Losers | 45 | 58 | 32 | 45 | 58 | 32 |
Bars Traded | 4910 | 2875 | 2035 | 4910 | 2875 | 2035 |
Profit Streak | 0 | 35.6546 | 0 | 0 | 35.6546 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 147563 | 326834 | -579879 | -580047 | -306124 | -579879 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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